-79.9%
FIG vs NTNX
-14.9%
-65.0%
-86.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | NTNX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.8% | +0.8% | +4.0% | +4.2% |
| 7D | -3.8% | -3.1% | -0.7% | -1.5% |
| 30D | -2.3% | +2.0% | -4.3% | -3.2% |
| 3M | +20.0% | +34.0% | -14.0% | -0.5% |
| 6M | -16.7% | +72.4% | -89.1% | -39.3% |
| YTD | -37.9% | +27.5% | -65.4% | -50.9% |
| 1Y | -58.5% | -18.7% | -39.8% | -64.6% |
| All | -79.9% | -14.9% | -65.0% | -82.8% |
Cumulative growth
Daily Returns
Daily percentage return beside NTNX.
Daily Out/Under-Performance
Portfolio return minus NTNX return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × NTNX return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over all: compounded portfolio wealth divided by compounded NTNX wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
all analysis · Full analysis span regression · 6 months rolling